Cross-market linkages between commodities stocks and bonds

Financial Linkages Between the U.

Evidence From Daily Data. Srideep Ganguly , Roberto Benelli.

International Monetary Fund , 1 nov. Motivated by recent bursts of global financial market turbulence, this paper investigates the linkages between the financial markets in the United States and those of the seven largest Latin American economies, focusing on the impact of shocks originating in the U.

Cross-market linkages between commodities, stocks and bonds: Applied Economics Letters: Vol 20, No 10

After documenting that cross-country linkages were different in "tranquil" and "turbulent" times within our sample, we find that: III Identifying Tranquil vs Turbulent Times.

IV Are Linkages different in Tranquil and Turbulent Times?

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V Have Linkages Shifted Over Time? Evidence from Daily Data","authors": Evidence from Daily Data EPub ","authors": Evidence from Daily Data Roberto Benelli , Srideep Ganguly Affichage d'extraits - Morgan last episode Latin American countries Latin American exchange Latin American markets Latin American stock market turbulence markets in Latin Non-Latin emerging market Peru sample share of forecast shocks in tranquil sources and definitions sovereign bond sovereign spreads Standard Deviation stock market volatility Stock Returns Tranquil 9 tranquil and turbulent Turbulent 1.

Evidence From Daily Data Srideep Ganguly , Roberto Benelli International Monetary Fund , 1 nov.